diff --git a/content/CSE510/CSE510_L12.md b/content/CSE510/CSE510_L12.md
new file mode 100644
index 0000000..8ad0405
--- /dev/null
+++ b/content/CSE510/CSE510_L12.md
@@ -0,0 +1,204 @@
+# CSE510 Deep Reinforcement Learning (Lecture 12)
+
+## Policy Gradient Theorem
+
+For any differentiable policy $\pi_\theta(s,a)$, for any o the policy objective functions $J=J_1, J_{avR}$ or $\frac{1}{1-\gamma} J_{avV}$
+
+The policy gradient is
+
+$$
+\nabla_{\theta}J(\theta)=\mathbb{E}_{\pi_{\theta}}\left[\nabla_\theta \log \pi_\theta(s,a)Q^{\pi_\theta}(s,a)\right]
+$$
+
+## Policy Gradient Methods
+
+Advantages of Policy-Based RL
+
+Advantages:
+
+- Better convergence properties
+- Effective in high-dimensional or continuous action spaces
+- Can learn stochastic policies
+
+Disadvantages:
+
+- Typically converge to a local rather than global optimum
+- Evaluating a policy is typically inefficient and high variance
+
+### Anchor-Critic Methods
+
+#### Q Actor-Critic
+
+Reducing Variance Using a Critic
+
+Monte-Carlo Policy Gradient still has high variance.
+
+We use a critic to estimate the action-value function $Q_w(s,a)\approx Q^{\pi_\theta}(s,a)$.
+
+Anchor-critic algorithms maintain two sets of parameters:
+
+Critic: updates action-value function parameters $w$
+
+Actor: updates policy parameters $\theta$, in direction suggested by the critic.
+
+Actor-critic algorithms follow an approximate policy gradient:
+
+$$
+\nabla_\theta J(\theta) \approx \mathbb{E}_{\pi_{\theta}}\left[\nabla_\theta \log \pi_\theta(s,a)Q_w(s,a)\right]
+$$
+$$
+\Delta \theta = \alpha \nabla_\theta \log \pi_\theta(s,a)Q_w(s,a)
+$$
+
+Action-Value Actor-Critic
+
+- Simple actor-critic algorithm based on action-value critic
+- Using linear value function approximation $Q_w(s,a)=\phi(s,a)^T w$
+
+Critic: updates $w$ by linear $TD(0)$
+Actor: updates $\theta$ by policy gradient
+
+```python
+def Q_actor-critic(states,theta):
+    actions=sample_actions(a,pi_theta)
+    for i in range(num_steps):
+        reward=sample_rewards(actions,states)
+        transition=sample_transition(actions,states)
+        new_actions=sample_action(transition,theta)
+        delta=sample_reward+gamma*Q_w(transition, new_actions)-Q_w(states, actions)
+        theta=theta+alpha*nabla_theta*log(pi_theta(states, actions))*Q_w(states, actions)
+        w=w+beta*delta*phi(states, actions)
+        a=new_actions
+        s=transition
+```
+
+#### Advantage Actor-Critic
+
+Reducing variance using a baseline
+
+- We subtract a baseline function $B(s)$ form the policy gradient
+- This can reduce the variance without changing expectation
+
+$$
+\begin{aligned}
+\mathbb{E}_{\pi_\theta}\left[\nabla_\theta\log \pi_\theta(s,a)B(s)]&=\sum_{s\in S}d^{\pi_\theta}(s)\sum_{a\in A}\nabla_{\theta}\pi_\theta(s,a)B(s)\\
+&=\sum_{s\in S}d^{\pi_\theta}B(s)\nabla_\theta\sum_{a\in A}\pi_\theta(s,a)\\
+&=0
+\end{aligned}
+$$
+
+A good baseline is the state value function $B(s)=V^{\pi_\theta}(s)$
+
+So we can rewrite the policy gradient using the advantage function $A^{\pi_\theta}(s,a)=Q^{\pi_\theta}(s,a)-V^{\pi_theta}(s)$
+
+$$
+\nabla_\theta J(\theta)=\mathbb{E}\left[\nabla_\theta \log \pi_\theta(s,a) A^{\pi_theta}(s,a)\right]
+$$
+
+##### Estimating the Advantage function
+
+**Method 1:** direct estimation
+
+> May increase the variance
+
+The advantage function can significantly reduce variance of policy gradient
+
+So the critic should really estimate the advantage function
+
+For example, by estimating both $V^{\pi_theta}(s)$ and $Q^{\pi_theta}(s,a)$
+
+Using two function approximators and two parameter vectors,
+
+$$
+V_v(s)\approx V^{\pi_\theta}(s)\\
+Q_w(s,a)\approx Q^{\pi_\theta}(s,a)\\
+A(s,a)=Q_w(s,a)-V_v(s)
+$$
+
+And updating both value functions by e.g. TD learning
+
+**Method 2:** using the TD error
+
+> We can prove that TD error is an unbiased estimation of the advantage function
+
+For the true value function $V^{\pi_\theta}(s)$, the TD error $\delta^{\pi_\theta}$
+
+$$
+\delta^{\pi_\theta} = r + \gamma V^{\pi_\theta}(s) - V^{\pi_\theta}(s)
+$$
+
+is an unbiased estimate of the advantage function
+
+$$
+\begin{aligned}
+\mathbb{E}_{\pi_\theta}[\delta^{\pi_\theta}| s,a]&=\mathbb{E}_{\pi_\theta}[r + \gamma V^{\pi_\theta}(s') |s,a]-V^{\pi_\theta}(s)\\
+&=Q^{\pi_\theta}(s,a)-V^{\pi_\theta}(s)\\
+&=A^{\pi_\theta}(s,a)
+\end{aligned}
+$$
+
+So we can use the TD error to compute the policy gradient
+
+$$
+\Delta \theta J(\theta) = \mathbb{E}_{\pi_\theta}[\nabla_\theta \log \pi_\theta(s,a) \delta^{\pi_\theta}]
+$$
+
+In practice, we can use an approximate TD error $\delta_v=r+\gamma V_v(s')-V_v(s)$ to compute the policy gradient
+
+### Summary of policy gradient algorithms
+
+THe policy gradient has many equivalent forms.
+
+$$
+\begin{aligned}
+\nabla_\theta J(\theta) &= \mathbb{E}_{\pi_\theta}[\nabla_\theta \log \pi_\theta(s,a) v_t] \text{  REINFORCE} \\
+&= \mathbb{E}_{\pi_\theta}[\nabla_\theta \log \pi_\theta(s,a) Q_w(s,a)] \text{  Q Actor-Critic} \\
+&= \mathbb{E}_{\pi_\theta}[\nabla_\theta \log \pi_\theta(s,a) A^{\pi_\theta}(s,a)] \text{  Advantage Actor-Critic} \\
+&= \mathbb{E}_{\pi_\theta}[\nabla_\theta \log \pi_\theta(s,a) \delta^{\pi_\theta}] \text{  TD Actor-Critic}
+\end{aligned}
+$$
+
+Each leads s stochastic gradient ascent algorithm.
+
+Critic use policy evaluation to estimate the $Q^\pi(s,a)$ or $A^\pi(s,a)$ or $V^\pi(s)$.
+
+## Compatible Function Approximation
+
+If the following two conditions are satisfied:
+
+1. Value function approximation is a compatible with the policy
+    $$
+    \nabla_w Q_w(s,a) = \nabla_\theta \log \pi_\theta(s,a)
+    $$
+2. Value function parameters $w$ minimize the MSE
+    $$
+    \epsilon = \mathbb{E}_{\pi_\theta}[(Q^{\pi_\theta}(s,a)-Q_w(s,a))^2]
+    $$
+    Note $\epsilon$ need not be zero, just need to be minimized.
+
+Then the policy gradient is exact
+
+$$
+\nabla_\theta J(\theta) = \mathbb{E}_{\pi_\theta}[\nabla_\theta \log \pi_\theta(s,a) Q_w(s,a)]
+$$
+
+Remember:
+
+$$
+\nabla_\theta J(\theta) = \mathbb{E}_{\pi_\theta}[\nabla_\theta \log \pi_\theta(s,a) Q^{\pi_\theta}(s,a)]
+$$
+
+### Challenges with Policy Gradient Methods
+
+- Data Inefficiency
+  - On-policy method: for each new policy, we need to generate a completely new
+  - trajectory
+  - The data is thrown out after just one gradient update
+  - As complex neural networks need many updates, this makes the training process very slow
+- Unstable update： step size is very important
+  - If step size is too large:
+    - Large step -> bad policy
+    - Next batch is generated from current bad policy -> collect bad samples
+    - Bad samples -> worse policy (compare to supervised learning: the correct label and data in the following batches may correct it)
+  - If step size is too small: the learning process is slow
+
diff --git a/content/CSE510/_meta.js b/content/CSE510/_meta.js
index aa4ef7e..be90a9e 100644
--- a/content/CSE510/_meta.js
+++ b/content/CSE510/_meta.js
@@ -14,4 +14,5 @@ export default {
     CSE510_L9: "CSE510 Deep Reinforcement Learning (Lecture 9)",
     CSE510_L10: "CSE510 Deep Reinforcement Learning (Lecture 10)",
     CSE510_L11: "CSE510 Deep Reinforcement Learning (Lecture 11)",
+    CSE510_L12: "CSE510 Deep Reinforcement Learning (Lecture 12)"
 }
\ No newline at end of file
diff --git a/content/CSE5313/CSE5313_L11.md b/content/CSE5313/CSE5313_L11.md
new file mode 100644
index 0000000..287eefc
--- /dev/null
+++ b/content/CSE5313/CSE5313_L11.md
@@ -0,0 +1,166 @@
+# CSE5313 Coding and information theory for data science (Recitation 10)
+
+## Question 5
+
+Prove the minimum distance of Reed-Muller code $RM(r,m)$ is $2^{m-r}$.
+
+$n=2^m$.
+
+Recall that the definition of RM code is:
+
+$$
+\operatorname{RM}(r,m)=\left\{(f(\alpha_1),\ldots,f(\alpha_2^m))|\alpha_i\in \mathbb{F}_2^m,\deg f\leq r\right\}
+$$
+
+<details>
+<summary>Example of RM code</summary>
+
+Let $r=0$, it is the repetition code.
+
+$\dim \operatorname{RM}(r,m)=\sum_{i=0}^{r}\binom{m}{i}$.
+
+Here $r=0$, so $\dim \operatorname{RM}(0,m)=1$.
+
+So the minimum distance of $RM(0,m)$ is $2^{m-0}=n$.
+
+---
+
+Let $r=m$,
+
+then $\dim \operatorname{RM}(r,m)=\sum_{i=0}^{r}\binom{m}{i}=2^m$. (binomial theorem)
+
+So the generator matrix is $n\times n$
+
+So the minimum distance of $RM(m,m)$ is $2^{m-m}=1$.
+</details>
+
+Then we can do the induction on $r$.
+
+Assume the minimum distance of $RM(r',m')$ is $2^{m'-r'}$ for all $0\leq r'\leq r$, $r'\leq m'<m-1$.
+
+Then we need to show that the minimum distance of $RM(r,m)$ is $2^{m-r}$.
+
+<details>
+<summary>Proof</summary>
+
+Recall that the polynomial $p(x_1,x_2,\ldots,x_m)$ can be written as $p(x_1,x_2,\ldots,x_m)=\sum_{S\subseteq [m],|S|\leq r}f_s X_s$, where $f_s\in \mathbb{F}_2$, the monomial $X_s=\prod_{i\in S}x_i$.
+
+Every monomial $f(x_1,x_2,\ldots,x_m)$ can be written as
+
+$$
+\begin{aligned}
+p(x_1,x_2,\ldots,x_m)&=\sum_{S\subseteq [m],|S|\leq r}f_s X_s\\
+&=g(x_1,x_2,\ldots,x_{m-1})+x_m h(x_1,x_2,\ldots,x_{m-1})\\
+\end{aligned}
+$$
+
+So $g(x_1,x_2,\ldots,x_{m-1})$ has degree at most $r$ and does not contain $x_m$.
+
+And $x_m h(x_1,x_2,\ldots,x_{m-1})$ has degree at most $r-1$ and contains $x_m$.
+
+Note that the codeword of $RM(r,m)$ is the truth table of some monomial evaluated at all $2^m$ $\alpha_i\in \mathbb{F}_2^m$.
+
+And the minimum distance of $RM(r,m)$ is the minimum hamming weight for linear code, which is the number of $\alpha_i$ such that $f(\alpha_i)=1$
+
+Then we can defined the weight of $f$ to be all $\alpha_i$ such that $f(\alpha_i)=1$.
+
+$$
+\operatorname{wt}(f)=\{\alpha_i|f(\alpha_i)=1\}
+$$
+
+Note that $g(x_1,x_2,\ldots,x_{m-1})$ is a $RM(r,m-1)$ and $h(x_1,x_2,\ldots,x_{m-1})$ is a $RM(r-1,m-1)$.
+
+If $x_m=0$, then $f(\alpha_i)=g(\alpha_i)$.
+If $x_m=1$, then $f(\alpha_i)=g(\alpha_i)+h(\alpha_i)$.
+
+So $\operatorname{wt}(f)=\operatorname{wt}(g)\cup\operatorname{wt}(g+h)$.
+
+Note that $\operatorname{wt}(g+h)$ is the number of $\alpha_i$ such that $g(\alpha_i)+h(\alpha_i)=1$, which is `XOR` in binary field.
+
+So $\operatorname{wt}(g+h)=(\operatorname{wt}(g)\setminus\operatorname{wt}(h))\cup (\operatorname{wt}(h)\setminus\operatorname{wt}(g))$.
+
+So
+
+$$
+\begin{aligned}
+|\operatorname{wt}(f)|&=|\operatorname{wt}(g)|+|\operatorname{wt}(g+h)|\\
+&=|\operatorname{wt}(g)|+|\operatorname{wt}(g)\setminus\operatorname{wt}(h)|+|\operatorname{wt}(h)\setminus\operatorname{wt}(g)|\\
+&=|\operatorname{wt}(h)|+2|\operatorname{wt}(h)\setminus\operatorname{wt}(g)|\\
+\end{aligned}
+$$
+
+Note $h$ is in $\operatorname{RM}(r-1,m-1)$, so $|\operatorname{wt}(h)|=2^{m-r}$
+
+</details>
+
+## Theorem for Reed-Muller code
+
+$$
+\operatorname{RM}(r,m)^\perp=\operatorname{RM}(m-r-1,m)
+$$
+
+Let $\mathcal{C}=[n,k,d]_q$.
+
+The dual code of $\mathcal{C}$ is $\mathcal{C}^\perp=\{x\in \mathbb{F}^n_q|xc^T=0\text{ for all }c\in \mathcal{C}\}$.
+
+<details>
+<summary>Example</summary>
+
+$\operatorname{RM}(0,m)^\perp=\operatorname{RM}(m-1,m)$.
+
+and $\operatorname{RM}(0,m)$ is the repetition code.
+
+which is the dual of the parity code $\operatorname{RM}(m-1,m)$.
+
+</details>
+
+### Lemma for sum of binary product
+
+For $A\subseteq [m]=\{1,2,\ldots,m\}$, let $X^A=\prod_{i\in A}x_i$, we can defined the inner product $\langle X^A,X^B\rangle=\sum_{x\in \{0,1\}^m}\prod_{i\in A}x_i\prod_{i\in B}x_i=\sum_{x\in \{0,1\}^m}\prod_{i\in A\cup B}x_i$.
+
+So $\langle X^A,X^B\rangle=\begin{cases}
+1 & \text{if }A\cup B=[m]\\
+0 & \text{otherwise}
+\end{cases}$
+
+because $\prod_{i\in A\cup B}x_i=1$ if every coordinate in $A\cup B$ is 1.
+
+So the number of such $x\in \{0,1\}^m$ is $2^{m-|A\cup B|}$.
+
+This implies that $\langle X^A,X^B\rangle=1$ if and only if $m-|A\cup B|=0$.
+
+Recall that $\operatorname{RM}(r,m)$ is the evaluation of $f=\sum_{B\subseteq [m],|B|\leq r}\beta X^B$ at all $\beta_i\in \{0,1\}^m$.
+
+$\operatorname{RM}(m-r-1,m)$ is the evaluation of $h=\sum_{A\subseteq [m],|A|\leq m-r-1}\alpha X^A$ at all $\alpha_i \in \{0,1\}^m$.
+
+By linearity of inner product, we have
+
+$$
+\begin{aligned}
+\langle f,h\rangle&=\langle \sum_{B\subseteq [m],|B|\leq r}\beta X^B,\sum_{A\subseteq [m],|A|\leq m-r-1}\alpha X^A\rangle\\
+&=\sum_{B\subseteq [m],|B|\leq r}\sum_{A\subseteq [m],|A|\leq m-r-1}\beta\alpha\langle X^B,X^A\rangle\\
+\end{aligned}
+$$
+
+Because $|A\cup B|\leq |A|+|B|\leq m-r-1+r=m-1$.
+
+So $\langle X^B,X^A\rangle=0$ since $m-1<m$
+
+So $\langle f,h\rangle=0$.
+
+<details>
+<summary>Proof for the theorem</summary>
+
+Recall that the dual code of $\operatorname{RM}(r,m)^\perp=\{x\in \mathbb{F}_2^m|xc^T=0\text{ for all }c\in \operatorname{RM}(r,m)\}$.
+
+So $\operatorname{RM}(m-r-1,m)\subseteq \operatorname{RM}(r,m)^\perp$.
+
+So the last step is the dimension check.
+
+Since $\dim \operatorname{RM}(r,m)=\sum_{i=0}^{r}\binom{m}{i}$ and the dimension of the dual code is $2^m-\dim \operatorname{RM}(r,m)=\sum_{i=0}^{m}\binom{m}{i}-\sum_{i=0}^{r}\binom{m}{i}=\sum_{i=r+1}^{m}\binom{m}{i}$.
+
+Since $\binom{m}{i}=\binom{m}{m-i}$, we have $\sum_{i=r+1}^{m}\binom{m}{i}=\sum_{i=r+1}^{m}\binom{m}{m-i}=\sum_{i=0}^{m-r-1}\binom{m}{i}$.
+
+This is exactly the dimension of $\operatorname{RM}(m-r-1,m)$.
+
+</details>
\ No newline at end of file
diff --git a/content/CSE5313/_meta.js b/content/CSE5313/_meta.js
index 3ca12dc..b2a3452 100644
--- a/content/CSE5313/_meta.js
+++ b/content/CSE5313/_meta.js
@@ -13,4 +13,5 @@ export default {
     CSE5313_L8: "CSE5313 Coding and information theory for data science (Lecture 8)",
     CSE5313_L9: "CSE5313 Coding and information theory for data science (Lecture 9)",
     CSE5313_L10: "CSE5313 Coding and information theory for data science (Recitation 10)",
+    CSE5313_L11: "CSE5313 Coding and information theory for data science (Recitation 11)",
 }
\ No newline at end of file
diff --git a/content/Math4201/Math4201_L17.md b/content/Math4201/Math4201_L17.md
new file mode 100644
index 0000000..9f376c2
--- /dev/null
+++ b/content/Math4201/Math4201_L17.md
@@ -0,0 +1,2 @@
+# Math4201 Topology I (Lecture 17)
+
diff --git a/content/Math4201/_meta.js b/content/Math4201/_meta.js
index bf60a58..c209da5 100644
--- a/content/Math4201/_meta.js
+++ b/content/Math4201/_meta.js
@@ -19,4 +19,5 @@ export default {
     Math4201_L14: "Topology I (Lecture 14)",
     Math4201_L15: "Topology I (Lecture 15)",
     Math4201_L16: "Topology I (Lecture 16)",
+    Math4201_L17: "Topology I (Lecture 17)",
 }